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Roku Inc ROKU

COMMUNICATION SERVICES · ENTERTAINMENT
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Market dataready · fetched 2026-10-16T00:18:10.624Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:49:49.366496328Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:09.981352+00:00

Share price$154.96
1D+1.2%
AH$152.72$153.26$153.80$154.34$154.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROKU
Sold putSold callAH

Roku Inc options

Live interpolated ROKU call and put midpoint premiums by absolute delta.Roku Inc$0.63$4.20$7.76$11.33$14.90$141.25$147.50$153.76$160.01$166.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROKU spot · $154.96ROKU PRICE$1.01$1.32$1.62$2.04$2.53$3.01$3.50$4.05$4.81$5.56$6.32$7.13$8.30$1.32$1.77$2.22$2.68$3.14$3.60$4.46$5.48$6.51$7.76$9.45$11.14$13.87
PutsExpensive1.58×
CallsExpensive1.14×
SkewBearish+4.95 pp
Implied moveBearish±$7.95
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.0519.0%6.5%146.6822.7%6.2%
25Δ162.3218.5%5.6%148.4222.9%5.4%
30Δ160.5918.0%4.7%150.1423.0%4.5%
35Δ159.2517.9%4.1%151.6122.3%3.9%
40Δ158.1118.0%3.7%153.0921.6%3.2%
45Δ156.9718.1%3.2%154.5620.9%2.6%
50Δ155.8318.3%2.8%156.0421.3%2.2%
55Δ154.6718.4%2.4%157.5222.2%1.9%
60Δ153.4718.4%2.1%159.0123.1%1.6%
65Δ152.2618.5%1.8%160.7024.0%1.3%
70Δ151.0518.5%1.6%162.8125.0%1.0%
75Δ149.8018.5%1.3%164.9326.0%0.8%
80Δ148.3018.0%1.1%168.0627.4%0.5%

20Δ

Calls
Pseudo strike
164.05
IV
19.0%
B/E move
6.5%
Puts
Pseudo strike
146.68
IV
22.7%
B/E move
6.2%

25Δ

Calls
Pseudo strike
162.32
IV
18.5%
B/E move
5.6%
Puts
Pseudo strike
148.42
IV
22.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
160.59
IV
18.0%
B/E move
4.7%
Puts
Pseudo strike
150.14
IV
23.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
159.25
IV
17.9%
B/E move
4.1%
Puts
Pseudo strike
151.61
IV
22.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
158.11
IV
18.0%
B/E move
3.7%
Puts
Pseudo strike
153.09
IV
21.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
156.97
IV
18.1%
B/E move
3.2%
Puts
Pseudo strike
154.56
IV
20.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
155.83
IV
18.3%
B/E move
2.8%
Puts
Pseudo strike
156.04
IV
21.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
154.67
IV
18.4%
B/E move
2.4%
Puts
Pseudo strike
157.52
IV
22.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
153.47
IV
18.4%
B/E move
2.1%
Puts
Pseudo strike
159.01
IV
23.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
152.26
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
160.70
IV
24.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
151.05
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
162.81
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
149.80
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
164.93
IV
26.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
148.30
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
168.06
IV
27.4%
B/E move
0.5%